+1.7%
HUT vs MCO
+9.9%
-8.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.9% | -28.1% | -21.6% |
| 7D | -29.5% | +10.7% | -40.2% | -27.4% |
| 30D | -45.2% | +17.9% | -63.1% | -43.1% |
| 3M | -51.6% | +9.5% | -61.1% | -50.2% |
| 6M | -37.3% | +18.1% | -55.4% | -36.8% |
| YTD | +6.5% | +4.1% | +2.4% | +4.4% |
| 1Y | +1.7% | +9.3% | -7.6% | -1.6% |
| All | +1.7% | +9.9% | -8.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling